-18.7%
CNC vs FBTC
+62.5%
-81.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.7% |
| 7D | -1.0% | +1.5% | -2.5% | -1.0% |
| 30D | -1.8% | +20.7% | -22.5% | -1.3% |
| 3M | -0.7% | +23.7% | -24.3% | -0.1% |
| 6M | +47.9% | +15.0% | +32.9% | +48.3% |
| YTD | +56.9% | -10.5% | +67.4% | +56.7% |
| 1Y | +123.9% | -30.3% | +154.2% | +122.1% |
| All | -18.7% | +62.5% | -81.2% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FBTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling